+572.2%
PBR vs QID
-80.2%
+652.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +2.4% |
| 7D | +4.2% | +2.7% | +1.5% | +4.6% |
| 30D | +22.7% | +3.3% | +19.4% | +23.2% |
| 3M | +21.5% | -5.5% | +27.0% | +20.9% |
| 6M | +24.0% | -28.4% | +52.4% | +18.9% |
| YTD | +88.2% | -26.6% | +114.8% | +81.4% |
| 1Y | +74.8% | -34.1% | +108.9% | +66.2% |
| 3Y | +105.1% | -73.7% | +178.8% | +76.6% |
| 5Y | +572.2% | -80.7% | +652.9% | +492.7% |
| All | +572.2% | -80.2% | +652.4% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling